Confidence intervals in ridge regression by bootstrapping the dependent variable: a simulation study

DOI10.1080/03610919508813264zbMath0850.62533OpenAlexW2044018350MaRDI QIDQ4859863

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Publication date: 15 January 1996

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919508813264

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Ridge regression; shrinkage estimators (Lasso) (62J07) Probabilistic methods, stochastic differential equations (65C99)

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